-20.4%
ORLY vs FLUT
-65.2%
+44.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | -6.8% | +2.5% | -9.3% | -6.8% |
| 3M | -4.8% | -9.2% | +4.5% | -5.1% |
| 6M | -9.1% | -8.2% | -0.8% | -9.8% |
| YTD | -5.9% | -53.2% | +47.3% | -10.1% |
| 1Y | -20.4% | -65.6% | +45.2% | -24.2% |
| All | -20.4% | -65.2% | +44.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling